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Jan
15
reviewed No Action Needed How to price a calendar spread option?
Jan
15
revised How do we use option price models (like Black-Scholes Model) to make money in practice?
retagged
Jan
15
comment How do we use option price models (like Black-Scholes Model) to make money in practice?
+1 for all the three points.
Jan
15
reviewed Reviewed How do we use option price models (like Black-Scholes Model) to make money in practice?
Jan
15
comment What is the canonical reference for Minimum Variance Portfolio's uniqueness?
Geat link! I included it in the answer.
Jan
15
revised What is the canonical reference for Minimum Variance Portfolio's uniqueness?
included comment in the answewr
Jan
14
comment Pricing swaptions
Please improve your question by adding a few references and links. You should develop a bit more.
Jan
14
reviewed Reviewed Switching from Matlab to Python for Quant Trading and Research
Jan
14
reviewed Reviewed Reasonable Hull & White parameters
Jan
14
reviewed Reviewed What are the advantages/disadvantages of these approaches to deal with volatility surface?
Jan
14
comment What are the advantages/disadvantages of these approaches to deal with volatility surface?
Please embed the links to the definitions (wiki) of the different models and avoid to much abbreviations...
Jan
14
revised What are the advantages/disadvantages of these approaches to deal with volatility surface?
added 14 characters in body; edited title
Jan
14
reviewed Reviewed CTD and bond futures
Jan
13
comment What is the canonical reference for Minimum Variance Portfolio's uniqueness?
If you could add references to what you just sayed it would be great by the way (not to say it's wrong but it was the base of my question).
Jan
13
comment What is the canonical reference for Minimum Variance Portfolio's uniqueness?
Yes, but the covariance matrix is not strictly positive definite, it is positive semi-definite isn't it?
Jan
13
comment What is the canonical reference for Minimum Variance Portfolio's uniqueness?
Actually I don't think that's true. Uniqueness of a minimal variance is guaranteed by convexity but nothing says that there might not be several portfolios giving the same minimal value.
Jan
12
comment What is the clean price and dirty price of a risky bond?
@edouard : I agree with your answer, but when you write it you should try to make sure that the guy who posted the question will be able to understand it. So maybe you could have added a few more sentences. To explicitly answer the question...
Jan
12
answered What is the clean price and dirty price of a risky bond?
Jan
12
revised What is the clean price and dirty price of a risky bond?
restated question, retagged
Jan
12
reviewed Looks OK What is the clean price and dirty price of a risky bond?